INFERENCE FOR STOCHASTIC VOLATILITY MODELS USING TIME CHANGE TRANSFORMATIONS
- 期刊名称The Annals of Statistics
- 作者Konstantinos Kalogeropoulos, Gareth O. Roberts and Petros Dellaportas
- 卷第38卷
- 期第2期
- 印刷ISSN0090-5364
- 文件大小1707.69KB
- 发表时间2010-04
- DOI10.2307/25662260
- 页码784-807
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